+69.6%
PBR vs QSR
+33.2%
+36.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +8.6% | +2.4% | +6.1% | +8.8% |
| 30D | +12.8% | +7.6% | +5.2% | +13.6% |
| 3M | +14.7% | +12.6% | +2.0% | +15.6% |
| 6M | +25.2% | +14.4% | +10.8% | +26.9% |
| YTD | +77.1% | +19.6% | +57.5% | +80.9% |
| 1Y | +69.6% | +33.9% | +35.7% | +73.9% |
| All | +69.6% | +33.2% | +36.3% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling